ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
Estimates ( 1 ) | 0.4258 | 0.0929 | 0.0533 | -0.4691 | -0.1281 |
(p-val) | (0.002 ) | (0.5182 ) | (0.6926 ) | (0.0038 ) | (0.4469 ) |
Estimates ( 2 ) | 0.4343 | 0.1174 | 0 | -0.4811 | -0.1286 |
(p-val) | (0.0015 ) | (0.3668 ) | (NA ) | (0.0026 ) | (0.4482 ) |
Estimates ( 3 ) | 0.4194 | 0.1113 | 0 | -0.4144 | 0 |
(p-val) | (0.0019 ) | (0.3926 ) | (NA ) | (0.0015 ) | (NA ) |
Estimates ( 4 ) | 0.4706 | 0 | 0 | -0.4043 | 0 |
(p-val) | (1e-04 ) | (NA ) | (NA ) | (0.0021 ) | (NA ) |
Estimated ARIMA Residuals |
Value |
6.37598706895282 |
193.112796156564 |
447.805026885614 |
-588.689714940649 |
-196.413588507446 |
33.3953539250992 |
-284.594789459344 |
162.874871959820 |
14.6466086169682 |
-460.022407482216 |
-483.92503608696 |
-102.145432475125 |
-498.379193570998 |
-20.9455687383278 |
-443.498843341936 |
256.056204089027 |
-580.872774247073 |
-292.250049194493 |
-264.205664294686 |
398.537436027808 |
285.490474250696 |
-276.336138472884 |
-423.121377769891 |
321.034087725885 |
-807.555439130542 |
158.803021127254 |
-64.4785827544571 |
41.5896101358385 |
376.778584807881 |
97.7714316942565 |
111.418677145101 |
-168.505338132464 |
457.020343122221 |
-126.121469339543 |
-277.030060842044 |
-1155.4477425419 |
-376.332552366775 |
560.866513170363 |
-159.542072404046 |
-185.245948690053 |
259.242333100536 |
-228.519411872808 |
299.560589568781 |
-91.0326269566558 |
9.35487618264597 |
-90.0932607051682 |
-272.509736761583 |
541.507526266461 |
282.466931906795 |
-900.730747132239 |
-269.753292174928 |
-188.083116540245 |
-235.392969777482 |
260.955215810631 |
-286.721167436526 |
-134.215434528737 |
-6.01674159011054 |
106.386363260823 |
-127.647289296377 |
218.026250924401 |
518.737724177226 |